+48.5%
AMZN vs ADSK
-25.3%
+73.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | -0.7% | -2.5% | +1.9% | +0.5% |
| 30D | -3.9% | -14.9% | +10.9% | +3.0% |
| 3M | +6.3% | +3.3% | +3.0% | +2.3% |
| 6M | +20.8% | -15.7% | +36.4% | +27.3% |
| YTD | +11.2% | -28.2% | +39.5% | +27.5% |
| 1Y | +11.7% | -34.5% | +46.2% | +34.7% |
| 3Y | +79.4% | -2.9% | +82.3% | +65.9% |
| All | +48.5% | -25.3% | +73.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling